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kalshi historical data / commodities / KXGOLDDIRY
§commodities

GOLDDIRY, tick by tick.
Kalshi series KXGOLDDIRY: order book and trades, 2026-09-27 → 2026-10-23.

The order-book and trade history of Kalshi's GOLDDIRY series (a new event every year): top of book on every change, the 25-level book on every change in YES terms, every trade with the taker's side, and Kalshi's own ticker, with exchange timestamps to the millisecond. Captured by us from Kalshi's websocket on two independent legs and checked against the exchange's own book snapshots.

27 days2026-09-27 → 2026-10-23 · every day since its first · ~6 MB per day · 169 MB on disk · 13 open markets
pull KXGOLDDIRY days →schemapricing

What a KXGOLDDIRY day contains

Four parquet files per day, every market of the series in each. Sizes are this series' own averages over its 27 days on disk.

Top of book (every change)kalshi_l1

Best YES bid and ask with sizes and the spread, one row whenever either changed, derived tick by tick from the rebuilt book: not Kalshi's conflated ticker.

~409 kB per KXGOLDDIRY day
Order book, 25 levels, every changekalshi_l2

The whole ladder after every book event, in YES terms (the NO bids become the asks, at their sizes), 25 levels a side: wide columns bid_px_1 … ask_sz_25, plus the exchange's own hourly snapshots. Each row is self-contained, so you can start reading mid-day.

~6 MB per KXGOLDDIRY day
Tradeskalshi_trades

Every trade: YES and NO price, size in contracts, the taker's side, block-trade flag, trade id.

~32 kB per KXGOLDDIRY day
Kalshi ticker (~1 s)kalshi_ticker

Kalshi's own ticker feed, about one update a second per market: last price, YES bid/ask with sizes, cumulative volume and open interest in contracts and dollars.

~264 kB per KXGOLDDIRY day

KXGOLDDIRY markets

The 12 closing nearest to now, from Kalshi's daily market list. Each is a row key (market_ticker) in every table, captured from the day it opens until it settles.

Will the price of Gold be above 4300 on December 31, 2026 at 05:00 PM EST?: 4,300 or aboveKXGOLDDIRY-26DEC31H1700-T4300closes 2026-12-31 22:00 UTC
Will the price of Gold be above 4400 on December 31, 2026 at 05:00 PM EST?: 4,400 or aboveKXGOLDDIRY-26DEC31H1700-T4400closes 2026-12-31 22:00 UTC
Will the price of Gold be above 4500 on December 31, 2026 at 05:00 PM EST?: 4,500 or aboveKXGOLDDIRY-26DEC31H1700-T4500closes 2026-12-31 22:00 UTC
Will the price of Gold be above 4600 on December 31, 2026 at 05:00 PM EST?: 4,600 or aboveKXGOLDDIRY-26DEC31H1700-T4600closes 2026-12-31 22:00 UTC
Will the price of Gold be above 4700 on December 31, 2026 at 05:00 PM EST?: 4,700 or aboveKXGOLDDIRY-26DEC31H1700-T4700closes 2026-12-31 22:00 UTC
Will the price of Gold be above 4800 on December 31, 2026 at 05:00 PM EST?: 4,800 or aboveKXGOLDDIRY-26DEC31H1700-T4800closes 2026-12-31 22:00 UTC
Will the price of Gold be above 4900 on December 31, 2026 at 05:00 PM EST?: 4,900 or aboveKXGOLDDIRY-26DEC31H1700-T4900closes 2026-12-31 22:00 UTC
Will the price of Gold be above 5000 on December 31, 2026 at 05:00 PM EST?: 5,000 or aboveKXGOLDDIRY-26DEC31H1700-T5000closes 2026-12-31 22:00 UTC
Will the price of Gold be above 5100 on December 31, 2026 at 05:00 PM EST?: 5,100 or aboveKXGOLDDIRY-26DEC31H1700-T5100closes 2026-12-31 22:00 UTC
Will the price of Gold be above 5200 on December 31, 2026 at 05:00 PM EST?: 5,200 or aboveKXGOLDDIRY-26DEC31H1700-T5200closes 2026-12-31 22:00 UTC
Will the price of Gold be above 5300 on December 31, 2026 at 05:00 PM EST?: 5,300 or aboveKXGOLDDIRY-26DEC31H1700-T5300closes 2026-12-31 22:00 UTC
Will the price of Gold be above 5400 on December 31, 2026 at 05:00 PM EST?: 5,400 or aboveKXGOLDDIRY-26DEC31H1700-T5400closes 2026-12-31 22:00 UTC

Coverage notes for KXGOLDDIRY

  • First day on disk: 2026-09-27. That is the day our Kalshi capture began, not the series' launch. New days are added daily.
  • Trades before 2026-09-27. Kalshi's historical API has no tick-level order book, so earlier KXGOLDDIRY trades are in the whole-exchange trades history (from 2021-06-30, one file a day): filter market_ticker to this series' markets, which start with KXGOLDDIRY-.
  • The first day starts at 11:00 UTC. Our capture began at 11:00 UTC on 27 September 2026: 13 hours that day, not 24, and no CF Benchmarks index file (that capture starts on the 28th).
  • A book-quality dip on 2026-09-29. During a pipeline cutover 10,255 exchange snapshots disagreed with the rebuilt book (41 to 1,378 on every other day) and 16,678 negative levels were clamped to zero. The book resynchronises at every exchange snapshot; trades and ticker are unaffected.
  • Every bundle ships a README with the schemas and, per day, how often the rebuilt book matched the exchange's own snapshots, for your exact range.

Pricing

A month of KXGOLDDIRY, every table, is about 187 MB. Bought for Kalshi, Starter ($29/mo) carries top of book, trades and the ticker for every series plus one series of your choice, KXGOLDDIRY if you like, at full book depth; L10 ($49/mo) carries every series' book at 10 levels and L25 ($99/mo) the full 25-level book. Each includes 7 days before you join and every day after. Any free account can pull 2026-10-07, any series, up to 1.0 GB.

Starter: KXGOLDDIRY at full depth →L10: every series at 10 levelsL25: every series, 25 levelsfree sample day

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